GME Options History — November 2024 In November 2024, GME traded between $22.21 and $30.91. ATM implied volatility averaged 113.8%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 33.7%. IV traded above realized volatility by 62.2% (HV 20d: 51.6%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.17.
Notable Days 2024-11-11 : Highest Volume — 482,165 contracts2024-11-11 : Largest IV spike — 29.9% change2024-11-14 : Highest IV Rank — 30.4%2024-11-13 : Largest Expected Move — 42.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.53 $22.21 $30.91 $22.21 $29.10 Max Pain $22.35 $20.00 $25.00 $20.00 $25.00 ATM IV 113.8% 67.2% 143.3% 67.2% 110.1% Expected Move 33.7% 18.4% 42.0% 18.4% 34.4% HV 20d 51.6% 41.3% 57.5% 42.1% 56.5% HV 60d 59.6% 56.9% 61.8% 56.9% 60.0% IV Rank 20.5% 4.7% 30.4% 4.7% 19.2% IV Percentile 65.7% 17.1% 86.1% 17.1% 64.7% Term Structure 2.3% -16.8% 18.3% 5.1% -9.0% VWIV 128.7% 80.1% 161.0% 80.1% 130.9% Skew 25d -68.2% -108.0% -31.8% -38.0% -63.2% Skew 10d -93.4% -136.1% -3.0% -65.3% -101.7% Call IV 25d 165.3% 96.0% 231.0% 97.1% 157.8% Put IV 25d 97.1% 59.1% 122.9% 59.1% 94.7% Bid-Ask Spread % 15.30 5.73 26.27 23.84 9.47 Gamma HHI 0.13 0.08 0.48 0.10 0.09 Net GEX 13.5M 8.6M 26.7M 11.9M 8.6M Net DEX -702.4M -962.6M -349.9M -381.4M -719.8M Net VEX -2.4M -2.8M -1.8M -1.9M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.11 0.23 0.22 0.23 Total Volume 260,256.35 91,896 482,165 174,812 270,297 Total OI 932,999.3 787,430 1,053,090 914,830 1,039,212
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-11-01 $22.21 $20.00 67.2% 18.4% 42.1% 4.7% 80.1% -38.0% 5.1% 11.9M -381.4M -1.9M 0.22 23.84 N/A N/A 143,127 31,685 670,764 244,066 2024-11-04 $22.31 $20.00 69.2% 24.8% 41.3% 5.4% 96.3% -31.8% 17.3% 9.1M -349.9M -1.8M 0.20 17.65 N/A N/A 76,522 15,374 563,649 223,781 2024-11-05 $23.09 $20.00 78.5% 26.6% 42.1% 8.5% 97.7% -46.9% 18.3% 10.3M -443.1M -1.9M 0.11 22.36 N/A N/A 127,784 13,461 589,182 231,193 2024-11-06 $23.07 $20.00 79.4% 26.1% 41.5% 8.8% 98.2% -41.7% 11.4% 13.7M -473.7M -1.9M 0.17 18.31 N/A N/A 124,983 20,849 638,774 233,421 2024-11-07 $23.44 $20.00 88.4% 25.6% 41.3% 11.9% 95.0% -34.1% 16.3% 15.7M -509.3M -1.9M 0.18 26.27 N/A N/A 115,763 20,547 664,753 238,503 2024-11-08 $24.87 $20.00 103.8% 31.2% 45.4% 17.1% 117.2% -61.2% 17.2% 26.7M -725.0M -2.2M 0.12 15.14 N/A N/A 402,787 48,180 687,700 242,763 2024-11-11 $27.41 $21.00 134.8% 38.0% 55.0% 27.6% 127.2% -74.8% -5.5% 11.8M -846.9M -2.3M 0.18 9.79 N/A N/A 407,377 74,788 612,101 226,496 2024-11-12 $26.73 $22.00 142.2% 40.3% 56.0% 30.1% 155.9% -81.2% -4.5% 13.0M -820.5M -2.5M 0.14 8.93 N/A N/A 281,165 39,995 677,519 254,230 2024-11-13 $26.72 $23.00 142.3% 42.0% 56.0% 30.1% 158.9% -100.0% 5.2% 13.4M -830.0M -2.7M 0.11 5.73 N/A N/A 281,914 30,693 713,083 266,580 2024-11-14 $27.25 $23.00 143.3% 40.6% 55.4% 30.4% 161.0% -108.0% -2.4% 14.5M -880.9M -2.7M 0.14 10.66 N/A N/A 260,253 37,029 733,519 273,963 2024-11-15 $26.42 $23.00 142.3% 39.7% 56.6% 30.1% 157.0% -89.3% -16.8% 11.0M -785.8M -2.6M 0.20 21.55 N/A N/A 288,210 56,289 769,714 283,376 2024-11-18 $26.41 $23.00 121.2% 34.4% 56.1% 23.0% 140.2% -83.9% 3.0% 9.5M -614.6M -2.5M 0.23 15.22 N/A N/A 145,613 32,890 617,695 242,264 2024-11-19 $27.35 $23.00 118.5% 33.7% 56.6% 22.0% 125.9% -80.2% -1.7% 12.5M -689.6M -2.5M 0.23 11.98 N/A N/A 133,476 30,240 653,282 253,861 2024-11-20 $28.34 $23.00 127.0% 36.4% 56.2% 24.9% 135.5% -80.2% -4.0% 15.2M -827.5M -2.7M 0.15 15.61 N/A N/A 336,756 51,459 683,747 259,900 2024-11-21 $27.84 $24.00 120.1% 34.9% 57.3% 22.6% 137.8% -63.0% -6.5% 14.7M -757.4M -2.7M 0.16 20.18 N/A N/A 182,572 29,196 721,711 270,821 2024-11-22 $27.69 $24.00 116.8% 33.9% 57.5% 21.5% 132.4% -67.1% -7.6% 11.4M -718.8M -2.6M 0.17 20.22 N/A N/A 200,417 33,762 744,005 276,357 2024-11-25 $29.27 $24.00 124.3% 37.6% 53.0% 24.0% 149.9% -70.7% 8.6% 12.2M -792.5M -2.6M 0.14 16.21 N/A N/A 191,228 26,301 646,818 249,886 2024-11-26 $30.17 $24.00 125.9% 37.7% 53.4% 24.6% 146.4% -77.6% -4.5% 15.8M -918.3M -2.8M 0.20 8.48 N/A N/A 331,978 66,532 693,891 256,137 2024-11-27 $30.91 $25.00 121.1% 36.9% 53.5% 22.9% 131.2% -70.6% 5.2% 18.5M -962.6M -2.7M 0.22 8.31 N/A N/A 199,380 44,255 736,033 275,236 2024-11-29 $29.10 $25.00 110.1% 34.4% 56.5% 19.2% 130.9% -63.2% -9.0% 8.6M -719.8M -2.6M 0.23 9.47 N/A N/A 219,634 50,663 751,022 288,190
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